Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1129982.0267 | 225360.4878 | -1355342.5145 | -5094997.6276 | 25394789.7036 | -30489787.3313 |
Total P&L (%) | -1129.982 | 225.3605 | -1355.3425 | -5094.9976 | 25394.7897 | -30489.7873 |
Avg Daily Profit (%) | -0.4999 | 0.0997 | -0.5996 | 0 | 0.2454 | 0 |
Buy And Hold Return (%) | 9482.4117 | 9482.4117 | 9482.4117 | 9482.4117 | 9482.4117 | 9482.4117 |
Max Trade Drawdown | -1251133 | -78797 | -1393612 | -56200370 | -7714663 | -59642010 |
Profit Factor | 0.3901 | 2.0808 | 0.1758 | 0.9396 | 2.4949 | 0.5477 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 24 | 23 | 49 | 22 | 27 |
Losing Trades | 32 | 15 | 17 | 30 | 17 | 13 |
Profitability (%) | 59.4937 | 61.5385 | 57.5 | 62.0253 | 56.4103 | 67.5 |
Ratio Avg Win / Avg Loss | 0.2656 | 1.3005 | 0.1299 | 0.5753 | 1.9279 | 0.2637 |
Largest Winning Trade | 88482 | 88482 | 41072 | 7307638 | 5904780 | 7307638 |
Largest Losing Trade | -959276 | -45792 | -959276 | -34767191 | -4278090 | -34767191 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 40 | 45 | 34 | 44 | 52 | 38 |
Avg Bars in Losers | 74 | 81 | 68 | 69 | 68 | 71 |
Bars Traded | 4286 | 2314 | 1972 | 4286 | 2314 | 1972 |
Profit Streak | 0 | 0 | 0 | 60.3541 | 60.3541 | 226.3541 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610547 | -221296 | -579777 | -608826 | 403045 | -577125 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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